BNP Paribas Put 80 SWKS 17.01.2025
/ DE000PN8ZU03
BNP Paribas Put 80 SWKS 17.01.202.../ DE000PN8ZU03 /
06/09/2024 09:05:45 |
Chg.+0.030 |
Bid16:24:46 |
Ask16:24:46 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
+21.43% |
0.190 Bid Size: 46,400 |
0.210 Ask Size: 46,400 |
Skyworks Solutions I... |
80.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
PN8ZU0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
28/09/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-45.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.31 |
Parity: |
-1.93 |
Time value: |
0.20 |
Break-even: |
70.00 |
Moneyness: |
0.79 |
Premium: |
0.23 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.02 |
Spread %: |
11.11% |
Delta: |
-0.14 |
Theta: |
-0.02 |
Omega: |
-6.49 |
Rho: |
-0.05 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.140 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+54.55% |
1 Month |
|
|
-43.33% |
3 Months |
|
|
-55.26% |
YTD |
|
|
-41.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.100 |
1M High / 1M Low: |
0.320 |
0.080 |
6M High / 6M Low: |
0.500 |
0.080 |
High (YTD): |
02/05/2024 |
0.500 |
Low (YTD): |
26/08/2024 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.158 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.264 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
394.53% |
Volatility 6M: |
|
279.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |